+398.6%
ZS vs LEN
+54.6%
+344.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | 0.0% |
| 7D | -3.1% | -4.8% | +1.7% | -1.7% |
| 30D | -7.2% | -6.6% | -0.6% | -5.4% |
| 3M | +30.5% | -15.7% | +46.1% | +36.4% |
| 6M | +7.0% | -16.6% | +23.6% | +11.2% |
| YTD | -26.8% | -21.3% | -5.5% | -23.4% |
| 1Y | -42.6% | -42.0% | -0.6% | -34.0% |
| 3Y | -0.3% | -27.9% | +27.6% | +2.5% |
| 5Y | -39.2% | -10.7% | -28.5% | -43.1% |
| All | +398.6% | +54.6% | +344.0% | +333.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling